Volatility Analysis
15.42 0.30(1.98%)09/16/2024
Waterstone Financial Inc (WSBF)
For the given dates, WSBF current volatility is at 26.57%.
The 1-Month historical standard deviation is at 0.35.
Waterstone Financial Inc (WSBF)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.40 |
| 20 Days | 0.28 |
| 1 Month | 0.35 |
| 3 Months | 0.97 |
| 100 Days | 1.06 |
| 6 Months | 1.34 |
| 9 Months | 1.21 |
| Year-to-date | 1.20 |
| 1 Year | 1.33 |
| 3 Years | 2.78 |
| 5 Years | 2.62 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2024 | 88.24 | -15.38 | 17.75 | 29.17 | -24.40 | -44.61 | 98.80 | 2.43 | -32.83 | -44.61 | 98.80 | 13.24 | |||
| 2023 | -46.67 | -4.48 | -46.67 | -4.48 | -25.58 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 88.24 | -15.38 | 17.75 | 29.17 | -24.40 | -44.61 | 98.80 | 2.43 | -32.83 | nan | -46.67 | -4.48 | -46.67 | 98.80 | nan |
| Max Pos Return (%) | 88.24 | -15.38 | 17.75 | 29.17 | -24.40 | -44.61 | 98.80 | 2.43 | -32.83 | 0.00 | -46.67 | -4.48 | 0.00 | 98.80 | 5.67 |
| Max Neg Return (%) | 88.24 | -15.38 | 17.75 | 29.17 | -24.40 | -44.61 | 98.80 | 2.43 | -32.83 | 0.00 | -46.67 | -4.48 | 0.00 | 98.80 | 5.67 |
| Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | nan | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | nan | 100 | 100 | 100 | 100 | nan |